Event

Oct 27 & 28 Riskfuel is sponsoring the 8th annual Quant Insights Conference. Don’t miss Riskfuel CEO Ryan Ferguson's talk "On Accuracy Guarantees for Machine Learning in Derivatives Pricing", and a special breakout session where Ryan Ferguson and Scotiabank's lead XVA quant Andrew Green, discuss lessons learned while deploying AI valuation models into Scotiabank's XVA platform. https://qiconference.com/ Riskfuel 1,000,000x

Riskfuel Director of R&D Maxime Bergeron presents how Riskfuel is using variational autoencoders to fill in the missing information of implied volatility surfaces. Implied volatility surfaces are ubiquitous in quantitative finance and many valuation tools use them as inputs. However, surfaces produced from market data are usually incomplete, so they need to be interpolated and extrapolated. In this talk, we…

Riskfuel Director of R&D Maxime Bergeron presents at the Quantitative Finance Seminar Series hosted by the Fields Institute in Toronto. Maxime discusses the connection between the modern deep learning framework and the graphical solvers (nomographs) of Hilbert's time. The Fields Institute is a centre for mathematical research activity - a place where mathematicians from Canada and abroad, from academia, business,…

Riskfuel Director of R&D Maxime Bergeron presents at this year's Quantitative Finance Conference hosted by WBS. Maxime shows us that variational autoencoders are powerful tools that we can use to explore the space of volatility surfaces. WBS Training Ltd organizes workshops and conferences for the capital markets and treasury divisions of investment companies worldwide. Learn more about WBS Riskfuel 1,000,000x…

Riskfuel CEO Ryan Ferguson presents at this year's 16th Quantitative Finance Conference hosted by WBS. The talk is aimed at the Quantitative Financial Analyst and discusses the utilization of deep learning neural networks to convert computationally-intensive numerical models into a closed-form analytic functions that produce values almost instantaneously. WBS Training Ltd organizes workshops and conferences for the capital markets and…

FIA has selected Riskfuel as one of nine fintech startups to exhibit at this year's FIA Innovators Pavilion: a showcase for startup companies providing forward-thinking solutions for the futures, options and cleared swaps industry. Riskfuel accelerates derivatives valuation and risk sensitivity calculations, delivering cost savings and competitive trading advantages to their clients. This year's Innovators Pavilion is supported in part…

Riskfuel pioneered the use of Deep Neural Networks to accelerate derivatives valuations and risk sensitivities. We have resolved many technical challenges along the way. Ryan Ferguson discusses some of the novel techniques developed at Riskfuel to deal with extremely complex, multi-dimensional models. The Thalesian talk concludes with a question and answer session.

Join our Chief Product Officer Ivan as he conducts a Risk.net training session on the ins-and-outs of preparing your data for use in AI and ML applications. Expect to learn all about mitigating bias and error, continual maintenance of data quality, and finding the right sources of data.

In this webinar, Riskfuel CEO Ryan Ferguson will present a demo showing how deep neural networks can be used to speed up calibration, pricing and risk-sensitivity computations, to the point that the front office has access to real-time P/L, P/L explain and risk sensitivities for portfolios of exotic derivatives.

Join Ryan as he lectures on Deeply Learning Derivatives in NYC at the IAQF. His talk explores the performance of deep neural networks in approximating pricing functions in the context of three major approaches currently used to accelerate pricing: GPUs, adjoint algorithmic differentiation and analytic function approximation. Examples will be drawn from a range of asset classes, and will demonstrate…